+59.7%
XOM vs UMC
+252.9%
-193.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | +1.9% | +11.4% | -9.5% | +1.9% |
| 30D | +4.1% | +16.8% | -12.7% | +4.1% |
| 3M | +10.4% | +19.1% | -8.7% | +9.6% |
| 6M | +13.0% | +137.4% | -124.4% | +7.7% |
| YTD | +40.1% | +186.4% | -146.3% | +30.3% |
| 1Y | +51.1% | +229.1% | -178.0% | +37.8% |
| All | +59.7% | +252.9% | -193.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling